-49.8%
FLUT vs RBA
+45.7%
-95.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.3% |
| 7D | -0.7% | +1.7% | -2.4% | -1.2% |
| 30D | +9.3% | +8.3% | +0.9% | +6.6% |
| 3M | -17.5% | +10.5% | -28.0% | -20.0% |
| 6M | -14.6% | -5.9% | -8.7% | -13.2% |
| YTD | -62.3% | -6.9% | -55.4% | -61.6% |
| 1Y | -59.6% | -4.9% | -54.8% | -59.2% |
| 3Y | -45.3% | +64.5% | -109.8% | -51.3% |
| All | -49.8% | +45.7% | -95.5% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling